liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 15:26:54 +08:00
Code Activity

Update __init__.py

Browse Source
This commit is contained in:
you-n-g
2021-11-18 18:22:09 +08:00
committed by GitHub
parent 0b3b95f22f
commit d4b56d97b5
1 changed files with 4 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
qlib/backtest/__init__.py
View File

@@ -50,11 +50,12 @@ def get_exchange(
subscribe_fields: list subscribe_fields: list
subscribe fields. subscribe fields.
open_cost : float open_cost : float
open transaction cost. open transaction cost. It is a ratio. The cost is proportional to your order's deal amount.
close_cost : float close_cost : float
close transaction cost. close transaction cost. It is a ratio. The cost is proportional to your order's deal amount.
min_cost : float min_cost : float
min transaction cost. min transaction cost. It is an absolute amount of cost instead of a ratio of your order's deal amount.
e.g. You must pay at least 5 yuan of commission regardless of your order's deal amount.
trade_unit : int trade_unit : int
Included in kwargs. Please refer to the docs of `__init__` of `Exchange` Included in kwargs. Please refer to the docs of `__init__` of `Exchange`
deal_price: Union[str, Tuple[str], List[str]] deal_price: Union[str, Tuple[str], List[str]]